def reduce(self, r, sigma=None, b=None, c=None, rom0=None, tol=1e-4, maxit=100, num_prev=1,
force_sigma_in_rhp=False, projection='orth', conv_crit='sigma', compute_errors=False,
irka_options=None):
r"""Reduce using SOR-IRKA.
It uses IRKA as the intermediate reductor, to reduce from 2r to
r poles.
See Section 5.3.2 in [W12]_.
Parameters
----------
r
Order of the reduced order model.
sigma
Initial interpolation points (closed under conjugation).
If `None`, interpolation points are log-spaced between 0.1
and 10. If `sigma` is an `int`, it is used as a seed to
generate it randomly. Otherwise, it needs to be a
one-dimensional array-like of length `r`.
`sigma` and `rom0` cannot both be not `None`.
b
Initial right tangential directions.
If `None`, if is chosen as all ones. If `b` is an `int`, it
is used as a seed to generate it randomly. Otherwise, it
needs to be a |VectorArray| of length `r` from `fom.B.source`.
`b` and `rom0` cannot both be not `None`.
c
Initial left tangential directions.
If `None`, if is chosen as all ones. If `c` is an `int`, it
is used as a seed to generate it randomly. Otherwise, it
needs to be a |VectorArray| of length `r` from `fom.Cp.range`.
`c` and `rom0` cannot both be not `None`.
rom0
Initial reduced order model.
If `None`, then `sigma`, `b`, and `c` are used. Otherwise,
it needs to be an |LTIModel| of order `r` and it is used to
construct `sigma`, `b`, and `c`.
tol
Tolerance for the convergence criterion.
maxit
Maximum number of iterations.
num_prev
Number of previous iterations to compare the current
iteration to. Larger number can avoid occasional cyclic
behavior of IRKA.
force_sigma_in_rhp
If `False`, new interpolation are reflections of the current
reduced order model's poles. Otherwise, only the poles in
the left half-plane are reflected.
projection
Projection method:
- `'orth'`: projection matrices are orthogonalized with
respect to the Euclidean inner product
- `'biorth'`: projection matrices are biorthogolized with
respect to the E product
conv_crit
Convergence criterion:
- `'sigma'`: relative change in interpolation points
- `'h2'`: relative :math:`\mathcal{H}_2` distance of
reduced-order models
compute_errors
Should the relative :math:`\mathcal{H}_2`-errors of
intermediate reduced order models be computed.
.. warning::
Computing :math:`\mathcal{H}_2`-errors is expensive. Use
this option only if necessary.
irka_options
Dict of options for IRKAReductor.reduce.
Returns
-------
rom
Reduced-order |SecondOrderModel|.
"""
fom = self.fom
if not fom.cont_time:
raise NotImplementedError
assert 0 < r < fom.order
assert isinstance(num_prev, int) and num_prev >= 1
assert projection in ('orth', 'biorth')
assert conv_crit in ('sigma', 'h2')
assert irka_options is None or isinstance(irka_options, dict)
if not irka_options:
irka_options = {}
# initial interpolation points and tangential directions
assert sigma is None or isinstance(sigma, int) or len(sigma) == r
assert b is None or isinstance(b, int) or b in fom.B.source and len(b) == r
assert c is None or isinstance(c, int) or c in fom.Cp.range and len(c) == r
assert (rom0 is None
or isinstance(rom0, SecondOrderModel)
and rom0.order == r and rom0.B.source == fom.B.source and rom0.Cp.range == fom.Cp.range)
assert sigma is None or rom0 is None
assert b is None or rom0 is None
assert c is None or rom0 is None
if rom0 is not None:
with self.logger.block('Intermediate reduction ...'):
irka_reductor = IRKAReductor(rom0.to_lti())
rom_r = irka_reductor.reduce(r, **irka_options)
poles, b, c = _poles_and_tangential_directions(rom_r)
sigma = np.abs(poles.real) + poles.imag * 1j if force_sigma_in_rhp else -poles
else:
if sigma is None:
sigma = np.logspace(-1, 1, r)
elif isinstance(sigma, int):
np.random.seed(sigma)
sigma = np.abs(np.random.randn(r))
if b is None:
b = fom.B.source.ones(r)
elif isinstance(b, int):
b = fom.B.source.random(r, distribution='normal', seed=b)
if c is None:
c = fom.Cp.range.ones(r)
elif isinstance(c, int):
c = fom.Cp.range.random(r, distribution='normal', seed=c)
self.logger.info('Starting SOR-IRKA')
self.conv_crit = []
self.sigmas = [np.array(sigma)]
self.R = [b]
self.L = [c]
self.errors = [] if compute_errors else None
self._pg_reductor = SOBHIReductor(fom)
# main loop
for it in range(maxit):
# interpolatory reduced order model
rom = self._pg_reductor.reduce(sigma, b, c, projection=projection)
# reduction to a system with r poles
with self.logger.block('Intermediate reduction ...'):
irka_reductor = IRKAReductor(rom.to_lti())
rom_r = irka_reductor.reduce(r, **irka_options)
# new interpolation points and tangential directions
poles, b, c = _poles_and_tangential_directions(rom_r)
sigma = np.abs(poles.real) + poles.imag * 1j if force_sigma_in_rhp else -poles
self.sigmas.append(sigma)
self.R.append(b)
self.L.append(c)
# compute convergence criterion
if conv_crit == 'sigma':
dist = _convergence_criterion(self.sigmas[:-num_prev-2:-1], conv_crit)
self.conv_crit.append(dist)
elif conv_crit == 'h2':
if it == 0:
rom_list = (num_prev + 1) * [None]
rom_list[0] = rom
self.conv_crit.append(np.inf)
else:
rom_list[1:] = rom_list[:-1]
rom_list[0] = rom
dist = _convergence_criterion(rom_list, conv_crit)
self.conv_crit.append(dist)
# report convergence
self.logger.info(f'Convergence criterion in iteration {it + 1}: {self.conv_crit[-1]:e}')
if compute_errors:
if np.max(rom.poles().real) < 0:
err = fom - rom
rel_H2_err = err.h2_norm() / fom.h2_norm()
else:
rel_H2_err = np.inf
self.errors.append(rel_H2_err)
self.logger.info(f'Relative H2-error in iteration {it + 1}: {rel_H2_err:e}')
# check if convergence criterion is satisfied
if self.conv_crit[-1] < tol:
break
# final reduced order model
rom = self._pg_reductor.reduce(sigma, b, c, projection=projection)
self.V = self._pg_reductor.V
self.W = self._pg_reductor.W
return rom
def reduce(self, rom0_params, tol=1e-4, maxit=100, num_prev=1,
force_sigma_in_rhp=False, projection='orth', conv_crit='sigma',
compute_errors=False, irka_options=None):
r"""Reduce using SOR-IRKA.
It uses IRKA as the intermediate reductor, to reduce from 2r to
r poles. See Section 5.3.2 in [W12]_.
Parameters
----------
rom0_params
Can be:
- order of the reduced model (a positive integer),
- dict with `'sigma'`, `'b'`, `'c'` as keys mapping to
initial interpolation points (a 1D |NumPy array|), right
tangential directions (|VectorArray| from
`fom.input_space`), and left tangential directions
(|VectorArray| from `fom.output_space`), all of the same
length (the order of the reduced model),
- initial reduced-order model (|LTIModel|).
If the order of reduced model is given, initial
interpolation data is generated randomly.
tol
Tolerance for the convergence criterion.
maxit
Maximum number of iterations.
num_prev
Number of previous iterations to compare the current
iteration to. Larger number can avoid occasional cyclic
behavior of IRKA.
force_sigma_in_rhp
If `False`, new interpolation are reflections of the current
reduced order model's poles. Otherwise, only the poles in
the left half-plane are reflected.
projection
Projection method:
- `'orth'`: projection matrices are orthogonalized with
respect to the Euclidean inner product
- `'biorth'`: projection matrices are biorthogolized with
respect to the E product
conv_crit
Convergence criterion:
- `'sigma'`: relative change in interpolation points
- `'h2'`: relative :math:`\mathcal{H}_2` distance of
reduced-order models
compute_errors
Should the relative :math:`\mathcal{H}_2`-errors of
intermediate reduced order models be computed.
.. warning::
Computing :math:`\mathcal{H}_2`-errors is expensive. Use
this option only if necessary.
irka_options
Dict of options for IRKAReductor.reduce.
Returns
-------
rom
Reduced-order |SecondOrderModel|.
"""
if not self.fom.cont_time:
raise NotImplementedError
self._clear_lists()
sigma, b, c = self._rom0_params_to_sigma_b_c(rom0_params, force_sigma_in_rhp)
self._store_sigma_b_c(sigma, b, c)
self._check_common_args(tol, maxit, num_prev, conv_crit)
assert projection in ('orth', 'biorth')
assert irka_options is None or isinstance(irka_options, dict)
if not irka_options:
irka_options = {}
self.logger.info('Starting SOR-IRKA')
self._conv_data = (num_prev + 1) * [None]
if conv_crit == 'sigma':
self._conv_data[0] = sigma
self._pg_reductor = SOBHIReductor(self.fom, mu=self.mu)
for it in range(maxit):
rom = self._pg_reductor.reduce(sigma, b, c, projection=projection)
with self.logger.block('Intermediate reduction ...'):
irka_reductor = IRKAReductor(rom.to_lti())
rom_r = irka_reductor.reduce(rom.order, **irka_options)
sigma, b, c = self._rom_to_sigma_b_c(rom_r, force_sigma_in_rhp)
self._store_sigma_b_c(sigma, b, c)
self._update_conv_data(sigma, rom, conv_crit)
self._compute_conv_crit(rom, conv_crit, it)
self._compute_error(rom, it, compute_errors)
if self.conv_crit[-1] < tol:
break
self.V = self._pg_reductor.V
self.W = self._pg_reductor.W
return rom
def reduce(self,
r,
sigma=None,
b=None,
c=None,
rom0=None,
tol=1e-4,
maxit=100,
num_prev=1,
force_sigma_in_rhp=False,
projection='orth',
conv_crit='sigma',
compute_errors=False,
irka_options=None):
r"""Reduce using SOR-IRKA.
It uses IRKA as the intermediate reductor, to reduce from 2r to
r poles.
See Section 5.3.2 in [W12]_.
Parameters
----------
r
Order of the reduced order model.
sigma
Initial interpolation points (closed under conjugation).
If `None`, interpolation points are log-spaced between 0.1
and 10. If `sigma` is an `int`, it is used as a seed to
generate it randomly. Otherwise, it needs to be a
one-dimensional array-like of length `r`.
`sigma` and `rom0` cannot both be not `None`.
b
Initial right tangential directions.
If `None`, if is chosen as all ones. If `b` is an `int`, it
is used as a seed to generate it randomly. Otherwise, it
needs to be a |VectorArray| of length `r` from `fom.B.source`.
`b` and `rom0` cannot both be not `None`.
c
Initial left tangential directions.
If `None`, if is chosen as all ones. If `c` is an `int`, it
is used as a seed to generate it randomly. Otherwise, it
needs to be a |VectorArray| of length `r` from `fom.Cp.range`.
`c` and `rom0` cannot both be not `None`.
rom0
Initial reduced order model.
If `None`, then `sigma`, `b`, and `c` are used. Otherwise,
it needs to be an |LTIModel| of order `r` and it is used to
construct `sigma`, `b`, and `c`.
tol
Tolerance for the convergence criterion.
maxit
Maximum number of iterations.
num_prev
Number of previous iterations to compare the current
iteration to. Larger number can avoid occasional cyclic
behavior of IRKA.
force_sigma_in_rhp
If `False`, new interpolation are reflections of the current
reduced order model's poles. Otherwise, only the poles in
the left half-plane are reflected.
projection
Projection method:
- `'orth'`: projection matrices are orthogonalized with
respect to the Euclidean inner product
- `'biorth'`: projection matrices are biorthogolized with
respect to the E product
conv_crit
Convergence criterion:
- `'sigma'`: relative change in interpolation points
- `'h2'`: relative :math:`\mathcal{H}_2` distance of
reduced-order models
compute_errors
Should the relative :math:`\mathcal{H}_2`-errors of
intermediate reduced order models be computed.
.. warning::
Computing :math:`\mathcal{H}_2`-errors is expensive. Use
this option only if necessary.
irka_options
Dict of options for IRKAReductor.reduce.
Returns
-------
rom
Reduced-order |SecondOrderModel|.
"""
fom = self.fom
if not fom.cont_time:
raise NotImplementedError
assert 0 < r < fom.order
assert isinstance(num_prev, int) and num_prev >= 1
assert projection in ('orth', 'biorth')
assert conv_crit in ('sigma', 'h2')
assert irka_options is None or isinstance(irka_options, dict)
if not irka_options:
irka_options = {}
# initial interpolation points and tangential directions
assert sigma is None or isinstance(sigma, int) or len(sigma) == r
assert b is None or isinstance(
b, int) or b in fom.B.source and len(b) == r
assert c is None or isinstance(
c, int) or c in fom.Cp.range and len(c) == r
assert (rom0 is None or isinstance(rom0, SecondOrderModel)
and rom0.order == r and rom0.B.source == fom.B.source
and rom0.Cp.range == fom.Cp.range)
assert sigma is None or rom0 is None
assert b is None or rom0 is None
assert c is None or rom0 is None
if rom0 is not None:
with self.logger.block('Intermediate reduction ...'):
irka_reductor = IRKAReductor(rom0.to_lti())
rom_r = irka_reductor.reduce(r, **irka_options)
poles, b, c = _poles_and_tangential_directions(rom_r)
sigma = np.abs(
poles.real) + poles.imag * 1j if force_sigma_in_rhp else -poles
else:
if sigma is None:
sigma = np.logspace(-1, 1, r)
elif isinstance(sigma, int):
np.random.seed(sigma)
sigma = np.abs(np.random.randn(r))
if b is None:
b = fom.B.source.ones(r)
elif isinstance(b, int):
b = fom.B.source.random(r, distribution='normal', seed=b)
if c is None:
c = fom.Cp.range.ones(r)
elif isinstance(c, int):
c = fom.Cp.range.random(r, distribution='normal', seed=c)
self.logger.info('Starting SOR-IRKA')
self.conv_crit = []
self.sigmas = [np.array(sigma)]
self.R = [b]
self.L = [c]
self.errors = [] if compute_errors else None
self._pg_reductor = SOBHIReductor(fom)
# main loop
for it in range(maxit):
# interpolatory reduced order model
rom = self._pg_reductor.reduce(sigma, b, c, projection=projection)
# reduction to a system with r poles
with self.logger.block('Intermediate reduction ...'):
irka_reductor = IRKAReductor(rom.to_lti())
rom_r = irka_reductor.reduce(r, **irka_options)
# new interpolation points and tangential directions
poles, b, c = _poles_and_tangential_directions(rom_r)
sigma = np.abs(
poles.real) + poles.imag * 1j if force_sigma_in_rhp else -poles
self.sigmas.append(sigma)
self.R.append(b)
self.L.append(c)
# compute convergence criterion
if conv_crit == 'sigma':
dist = _convergence_criterion(self.sigmas[:-num_prev - 2:-1],
conv_crit)
self.conv_crit.append(dist)
elif conv_crit == 'h2':
if it == 0:
rom_list = (num_prev + 1) * [None]
rom_list[0] = rom
self.conv_crit.append(np.inf)
else:
rom_list[1:] = rom_list[:-1]
rom_list[0] = rom
dist = _convergence_criterion(rom_list, conv_crit)
self.conv_crit.append(dist)
# report convergence
self.logger.info(
f'Convergence criterion in iteration {it + 1}: {self.conv_crit[-1]:e}'
)
if compute_errors:
if np.max(rom.poles().real) < 0:
err = fom - rom
rel_H2_err = err.h2_norm() / fom.h2_norm()
else:
rel_H2_err = np.inf
self.errors.append(rel_H2_err)
self.logger.info(
f'Relative H2-error in iteration {it + 1}: {rel_H2_err:e}')
# check if convergence criterion is satisfied
if self.conv_crit[-1] < tol:
break
# final reduced order model
rom = self._pg_reductor.reduce(sigma, b, c, projection=projection)
self.V = self._pg_reductor.V
self.W = self._pg_reductor.W
return rom